Goldman Sachs Call 120 ALB 17.01.2025
/ DE000GQ7V6W6
Goldman Sachs Call 120 ALB 17.01..../ DE000GQ7V6W6 /
| 2024-05-17 9:21:03 AM |
Chg.+0.07 |
Bid9:51:06 PM |
Ask9:51:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+3.03% |
2.46
Bid Size: 30,000 |
2.51
Ask Size: 30,000 |
Albemarle Corporatio... |
120.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
GQ7V6W |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.47 |
| Parity: |
0.85 |
| Time value: |
1.55 |
| Break-even: |
134.42 |
| Moneyness: |
1.08 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.67 |
| Theta: |
-0.04 |
| Omega: |
3.34 |
| Rho: |
0.38 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.19% |
| 1 Month |
|
|
+23.32% |
| 3 Months |
|
|
+2.59% |
| YTD |
|
|
-45.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.80 |
2.31 |
| 1M High / 1M Low: |
2.80 |
1.72 |
| 6M High / 6M Low: |
4.53 |
1.72 |
| High (YTD): |
2024-01-02 |
4.21 |
| Low (YTD): |
2024-04-19 |
1.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.80% |
| Volatility 6M: |
|
150.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
